-93.8%
MSTU vs DVA
+36.3%
-130.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -16.6% | -1.3% | -15.3% | -17.1% |
| 30D | +69.7% | 0.0% | +69.7% | +70.4% |
| 3M | -7.5% | -10.9% | +3.5% | -10.0% |
| 6M | -43.1% | +17.3% | -60.4% | -36.8% |
| YTD | -63.0% | +59.8% | -122.8% | -49.3% |
| 1Y | -93.8% | +36.3% | -130.0% | -90.6% |
| All | -93.8% | +36.3% | -130.1% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling